CME Australian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7455 |
0.7484 |
0.0029 |
0.4% |
0.7177 |
| High |
0.7481 |
0.7504 |
0.0023 |
0.3% |
0.7367 |
| Low |
0.7429 |
0.7420 |
-0.0009 |
-0.1% |
0.7145 |
| Close |
0.7476 |
0.7445 |
-0.0031 |
-0.4% |
0.7363 |
| Range |
0.0052 |
0.0084 |
0.0032 |
61.5% |
0.0222 |
| ATR |
0.0085 |
0.0084 |
0.0000 |
0.0% |
0.0000 |
| Volume |
104,025 |
122,582 |
18,557 |
17.8% |
509,684 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7708 |
0.7661 |
0.7491 |
|
| R3 |
0.7624 |
0.7577 |
0.7468 |
|
| R2 |
0.7540 |
0.7540 |
0.7460 |
|
| R1 |
0.7493 |
0.7493 |
0.7453 |
0.7475 |
| PP |
0.7456 |
0.7456 |
0.7456 |
0.7447 |
| S1 |
0.7409 |
0.7409 |
0.7437 |
0.7391 |
| S2 |
0.7372 |
0.7372 |
0.7430 |
|
| S3 |
0.7288 |
0.7325 |
0.7422 |
|
| S4 |
0.7204 |
0.7241 |
0.7399 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7958 |
0.7882 |
0.7485 |
|
| R3 |
0.7736 |
0.7660 |
0.7424 |
|
| R2 |
0.7514 |
0.7514 |
0.7404 |
|
| R1 |
0.7438 |
0.7438 |
0.7383 |
0.7476 |
| PP |
0.7292 |
0.7292 |
0.7292 |
0.7311 |
| S1 |
0.7216 |
0.7216 |
0.7343 |
0.7254 |
| S2 |
0.7070 |
0.7070 |
0.7322 |
|
| S3 |
0.6848 |
0.6994 |
0.7302 |
|
| S4 |
0.6626 |
0.6772 |
0.7241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7504 |
0.7216 |
0.0288 |
3.9% |
0.0092 |
1.2% |
80% |
True |
False |
115,771 |
| 10 |
0.7504 |
0.7145 |
0.0359 |
4.8% |
0.0087 |
1.2% |
84% |
True |
False |
112,738 |
| 20 |
0.7504 |
0.7140 |
0.0364 |
4.9% |
0.0078 |
1.0% |
84% |
True |
False |
104,555 |
| 40 |
0.7818 |
0.7140 |
0.0678 |
9.1% |
0.0087 |
1.2% |
45% |
False |
False |
102,758 |
| 60 |
0.7818 |
0.7140 |
0.0678 |
9.1% |
0.0091 |
1.2% |
45% |
False |
False |
98,022 |
| 80 |
0.7818 |
0.7034 |
0.0784 |
10.5% |
0.0091 |
1.2% |
52% |
False |
False |
79,183 |
| 100 |
0.7818 |
0.6787 |
0.1031 |
13.8% |
0.0091 |
1.2% |
64% |
False |
False |
63,416 |
| 120 |
0.7818 |
0.6787 |
0.1031 |
13.8% |
0.0088 |
1.2% |
64% |
False |
False |
52,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7861 |
|
2.618 |
0.7724 |
|
1.618 |
0.7640 |
|
1.000 |
0.7588 |
|
0.618 |
0.7556 |
|
HIGH |
0.7504 |
|
0.618 |
0.7472 |
|
0.500 |
0.7462 |
|
0.382 |
0.7452 |
|
LOW |
0.7420 |
|
0.618 |
0.7368 |
|
1.000 |
0.7336 |
|
1.618 |
0.7284 |
|
2.618 |
0.7200 |
|
4.250 |
0.7063 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7462 |
0.7440 |
| PP |
0.7456 |
0.7436 |
| S1 |
0.7451 |
0.7431 |
|